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New Constraint Qualifications with Second-Order Properties in Nonlinear Optimization

Gabriel Haeser (ghaeser***at***ime.usp.br)
Alberto Ramos (albertoramos***at***ufpr.br)

Abstract: In this paper we present and discuss new constraint qualifications to ensure the validity of well known second-order properties in nonlinear optimization. Here, we discuss conditions related to the so-called basic second-order condition, where a new notion of polar pairing is introduced in order to replace the polar operation, useful in the first-order case. We then proceed to define our second-order constraint qualifications, where we present an approach similar to the Guignard constraint qualification in the first-order case.

Keywords: Nonlinear optimization, Constraint qualifications, Second-order optimality conditions

Category 1: Nonlinear Optimization

Citation:

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Entry Submitted: 01/07/2018
Entry Accepted: 01/07/2018
Entry Last Modified: 11/29/2019

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